Back-testing our strategy – Programming for Finance with Python – part 5



In this tutorial, we cover actually executing our strategy against historical prices and historical fundamental data in a backtest. Here, we see how we did, compared to a benchmark, like the S&P 500 ETF, $SPY.

We use Quantopian to back test our strategy, since Quantopian automatically comes with a plethora of statistics and options for back-testing trading strategies.

sample code: http://pythonprogramming.net
http://hkinsley.com

http://sentdex.com
http://seaofbtc.com

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